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Missing information in readme #37

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Palleri opened this issue Dec 11, 2024 · 1 comment
Open

Missing information in readme #37

Palleri opened this issue Dec 11, 2024 · 1 comment

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@Palleri
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Palleri commented Dec 11, 2024

Hi, what is the threshold for failure or warning.
I cannot find it anywhere,

Did a test recently and the P value was as high as 1.6
The EWM mean was as high as 0.49
Didnt get a warning at this stage.

@nberktumer
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adjusted_ewm_mean >= 0.38 && (adjusted_ewm_mean >= 0.78 || adjusted_ewm_mean >= rolling_mean_diff)
Above statement is the threshold for a failure.

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